QuantConnect / Lean.Brokerages.InteractiveBrokers

InteractiveBrokers Brokerage Plugin
Apache License 2.0
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Ignore expired futures history request error from IB #89

Closed jhonabreul closed 8 months ago

jhonabreul commented 8 months ago

Description

When IB returns error code 200 (No security definition has been found for the request) for futures history requests, the error is ignored if the contract is expired, so Lean can return an empy enumerable without exiting.

Related Issue

Closes #88

Motivation and Context

Requires Documentation Change

How Has This Been Tested?

Unit tests Lean deployments

Types of changes

Checklist: